Place the venison in a bowl, pour over the sherry and toss to combine. Cover and marinate in the refrigerator for 24 hours; stir occasionally.
Heat oven to 350 degrees F (180 degrees c). Drain venison, reserving marinade. Cut carrot, leek, celery and onion into 1 cm (1/2 inch) dice.
Put the olive oil in a heavy-based flame-proof casserole over medium heat. Add the diced vegetables, garlic and cured ham. Stir for 5 minutes or until softened. Reduce heat to medium-high and add drained venison and stir for about 2 minutes until sealed and light brown in colour.
Add the reserved marinade, tomato paste, beef stock and herbs. Cover and place in oven for 2 hours, stirring occasionally until the venison is tender and the sauce reduced and thickened.
Meanwhile, place the cheese into a bowl with 1 tablespoon of the cream and mash together well. In a small saucepan over low heat, combine the remaining cream and sherry. When warm, stir in the cheese until melted and smooth.
Remove venison from oven. Serve drizzled with cheese mixture.